+296.4%
ARM vs COF
+126.9%
+169.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +5.5% | +1.8% | +3.6% | +4.3% |
| 30D | -8.2% | -0.6% | -7.6% | -8.0% |
| 3M | -35.9% | +20.3% | -56.2% | -43.0% |
| 6M | +103.1% | +13.0% | +90.1% | +86.4% |
| YTD | +130.6% | -8.3% | +139.0% | +138.9% |
| 1Y | +86.1% | -1.5% | +87.5% | +82.2% |
| All | +296.4% | +126.9% | +169.6% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling